Mga Batayang Estadistika
| Nilai Portofolio | $ 492,230,372 |
| Posisi Saat Ini | 383 |
Kepemilikan Terbaru, Kinerja, AUM (dari 13F, 13D)
PEDIX - PIMCO Extended Duration Fund Institutional telah mengungkapkan total kepemilikan 383 dalam pengajuan SEC terbaru mereka. Nilai portofolio terbaru dihitung sebesar $ 492,230,372 USD. Aset yang Dikelola (AUM) sebenarnya adalah nilai ini ditambah kas (yang tidak diungkapkan). Aset-aset utama PEDIX - PIMCO Extended Duration Fund Institutional adalah United States Treasury Strip Principal (US:US912803FF52) , U.S. Treasury STRIPS Bonds (US:US9128334Y39) , United States Treasury Strip Principal (US:US912803FE87) , TSTRIP 0 8/15/2050 (US:US912803FR90) , and United States Treasury Strip Principal (US:US912803FL21) . Posisi baru PEDIX - PIMCO Extended Duration Fund Institutional meliputi: United States Treasury Strip Principal (US:US912803FF52) , U.S. Treasury STRIPS Bonds (US:US9128334Y39) , United States Treasury Strip Principal (US:US912803FE87) , TSTRIP 0 8/15/2050 (US:US912803FR90) , and United States Treasury Strip Principal (US:US912803FL21) .
Peningkatan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| 33.71 | 8.6623 | 5.7793 | ||
| 58.13 | 14.9391 | 5.6981 | ||
| 27.60 | 7.0921 | 3.4652 | ||
| 8.07 | 2.0743 | 2.0743 | ||
| 7.66 | 1.9679 | 1.9679 | ||
| 51.61 | 13.2637 | 1.7764 | ||
| 46.07 | 11.8400 | 1.5139 | ||
| 54.34 | 13.9647 | 1.2191 | ||
| 49.13 | 12.6253 | 1.1231 | ||
| 32.01 | 8.2248 | 1.0662 |
Penurunan Tertinggi Kuartal Ini
Kami menggunakan perubahan dalam alokasi portofolio karena ini adalah metrik yang paling bermakna. Perubahan dapat disebabkan oleh perdagangan atau perubahan harga saham.
| Keamanan | Saham (MM) |
Nilai (Juta Dolar AS) |
Portfolio % | ΔPorsyento ng Portfolio |
|---|---|---|---|---|
| -297.61 | -76.4802 | -76.4802 | ||
| -58.30 | -14.9814 | -14.9814 | ||
| -34.59 | -8.8886 | -8.8886 | ||
| -32.71 | -8.4052 | -8.4052 | ||
| 8.76 | 2.2512 | -8.2011 | ||
| 28.88 | 7.4228 | -5.6806 | ||
| -19.48 | -5.0057 | -5.0057 | ||
| 0.08 | 0.0195 | -2.6828 | ||
| -7.57 | -1.9460 | -1.9460 | ||
| -7.45 | -1.9143 | -1.9143 |
Pengajuan 13F dan Dana
Formulir ini diajukan pada 2025-08-29 untuk periode pelaporan 2025-06-30. Investor ini belum mengungkapkan sekuritas yang diperhitungkan dalam bentuk saham, sehingga kolom terkait saham dalam tabel di bawah ini dihilangkan. Klik ikon tautan untuk melihat riwayat transaksi selengkapnya.
Tingkatkan ke versi premium untuk membuka data premium dan ekspor ke Excel. 
.
2022-07-28: Catatan Penting - Kami telah mengubah cara perhitungan kolom Δ Portfolio % pada tabel ini. Sebelumnya, kami melaporkannya sebagai persentase perubahan dalam alokasi portofolio. Sekarang kami melaporkannya sebagai perubahan mentah dalam alokasi portofolio (tetap dilaporkan sebagai persentase). Dalam rumus, sebelumnya kami melaporkannya sebagai 100 * (alokasi saat ini - alokasi sebelumnya) / alokasi sebelumnya. Sekarang kami melaporkannya sebagai (alokasi saat ini - alokasi sebelumnya).
| Keamanan | Ketik | ΔSaham (%) |
Nilai ($MM) |
Portpolyo (%) |
ΔPortofolio (%) |
|
|---|---|---|---|---|---|---|
| US TREASURY N/B 02/55 4.625 / DBT (US912810UG12) | 58.13 | 41.51 | 14.9391 | 5.6981 | ||
| US912803FF52 / United States Treasury Strip Principal | 54.34 | -4.09 | 13.9647 | 1.2191 | ||
| US9128334Y39 / U.S. Treasury STRIPS Bonds | 51.61 | 1.07 | 13.2637 | 1.7764 | ||
| US912803FE87 / United States Treasury Strip Principal | 49.13 | -3.92 | 12.6253 | 1.1231 | ||
| US912803FR90 / TSTRIP 0 8/15/2050 | 47.17 | -4.28 | 12.1227 | 1.0368 | ||
| US912803FL21 / United States Treasury Strip Principal | 46.93 | -4.04 | 12.0590 | 1.0587 | ||
| US912833Y388 / STRIPS 11/36 0.00000 | 46.07 | 0.37 | 11.8400 | 1.5139 | ||
| US912803FG36 / United States Treasury Strip Principal | 37.59 | -3.97 | 9.6610 | 0.8542 | ||
| US912803EH28 / United States Treasury Strip Principal | 35.30 | -3.28 | 9.0715 | 0.8618 | ||
| US01F0606834 / Uniform Mortgage-Backed Security, TBA | 33.71 | 121.22 | 8.6623 | 5.7793 | ||
| US912833Y206 / United States Treasury Strip Coupon | 32.01 | 0.57 | 8.2248 | 1.0662 | ||
| US912833Y461 / United States Treasury Strip Coupon | 31.65 | 0.23 | 8.1326 | 1.0300 | ||
| US912803ED14 / United States Treasury Strip Principal | 31.55 | -3.18 | 8.1080 | 0.7775 | ||
| US TREASURY N/B 08/54 4.25 / DBT (US912810UC08) | 29.14 | -20.25 | 7.4887 | -0.7312 | ||
| US TREASURY N/B 11/54 4.5 / DBT (US912810UE63) | 28.88 | -50.41 | 7.4228 | -5.6806 | ||
| US912810SD19 / United States Treas Bds Bond | 27.60 | -47.42 | 7.0921 | 3.4652 | ||
| US912803FD05 / United States Treasury Strip Principal | 24.91 | -3.81 | 6.4015 | 0.5758 | ||
| US9128337W46 / United States Treasury Strip Coupon | 23.03 | 0.99 | 5.9188 | 0.7884 | ||
| US912803FK48 / United States Treasury Strip Principal | 22.09 | -3.90 | 5.6767 | 0.5060 | ||
| US9128337V62 / U.S. Treasury STRIPS Bonds | 21.74 | 1.20 | 5.5859 | 0.7544 | ||
| US912803EF61 / United States Treasury Strip Principal | 20.79 | -3.19 | 5.3418 | 0.5116 | ||
| US91282CEZ05 / U.S. Treasury Inflation Linked Notes | 10.61 | 0.91 | 2.7269 | 0.3615 | ||
| US21H0406734 / Ginnie Mae | 10.32 | 0.62 | 2.6526 | 0.7117 | ||
| US TREASURY N/B 02/54 4.25 / DBT (US912810TX63) | 8.76 | -81.15 | 2.2512 | -8.2011 | ||
| US91282CGK18 / U.S. Treasury Inflation Linked Notes | 8.73 | 0.74 | 2.2434 | 0.2941 | ||
| US912810SE91 / United States Treas Bds Bond | 8.07 | 2.0743 | 2.0743 | |||
| TSY INFL IX N/B 01/34 1.75 / DBT (US91282CJY84) | 7.66 | 0.30 | 1.9681 | 0.2505 | ||
| US TREASURY N/B 05/55 4.75 / DBT (US912810UK24) | 7.66 | 1.9679 | 1.9679 | |||
| US912803EC31 / United States Treasury Strip Principal | 7.00 | -2.91 | 1.7988 | 0.1770 | ||
| US912803DT74 / United States Treasury Strip Principal | 6.93 | -2.23 | 1.7797 | 0.1863 | ||
| US91282CDX65 / United States Treasury Inflation Indexed Bonds | 5.98 | 1.13 | 1.5369 | 0.2067 | ||
| R2035 / South Africa - Corporate Bond/Note | 5.94 | 8.04 | 1.5262 | 0.2895 | ||
| US912833Z526 / STRIPS 08/37 0.00000 | 5.23 | 0.21 | 1.3430 | 0.1699 | ||
| US01F0506844 / UMBS TBA | 5.19 | 85.26 | 1.3341 | 0.8038 | ||
| US9128335A44 / United States Treasury Strip Coupon | 4.40 | 0.82 | 1.1308 | 0.1491 | ||
| US912803DX86 / United States Treasury Strip Principal | 4.33 | -2.68 | 1.1124 | 0.1121 | ||
| US912803DV21 / United States Treasury Strip Principal | 4.30 | -2.60 | 1.1063 | 0.1120 | ||
| US35563CAS70 / Freddie Mac Military Housing Bonds Resecuritization Trust Certificates | 4.00 | -1.31 | 1.0283 | 0.1162 | ||
| OIS USD SOFR/1.75000 10/23/23-30Y CME / DIR (EZYB2MXL5F96) | 3.58 | -16.55 | 0.9199 | -0.0449 | ||
| OIS USD SOFR/1.75000 12/15/21-30Y CME / DIR (EZF57987L8X1) | 3.44 | 6.11 | 0.8837 | 0.1549 | ||
| US912810TD00 / United States Treasury Note/Bond | 3.36 | -3.17 | 0.8638 | 0.0830 | ||
| 5831 / Shizuoka Financial Group,Inc. | 3.29 | 1.76 | 0.8449 | 0.1181 | ||
| US004421JX21 / ACE SECURITIES CORP. ACE 2004 RM2 M2 | 3.28 | -1.77 | 0.8419 | 0.0918 | ||
| US912803EN95 / United States Treasury Strip Principal | 2.93 | -3.46 | 0.7533 | 0.0702 | ||
| 5831 / Shizuoka Financial Group,Inc. | 2.37 | -2.71 | 0.6096 | 0.0610 | ||
| US912810SJ88 / United States Treas Bds Bond | 2.13 | 0.5484 | 0.5484 | |||
| US21H0426799 / Ginnie Mae | 2.01 | 0.5167 | 0.5167 | |||
| US912803EL30 / United States Treasury Strip Principal | 1.99 | -3.20 | 0.5125 | 0.0490 | ||
| US01F0406854 / UMBS TBA | 1.95 | 594.66 | 0.5018 | 0.4643 | ||
| US715638BY77 / REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 | 1.87 | 6.74 | 0.4802 | 0.0865 | ||
| US912803EK56 / United States Treasury Strip Principal | 1.86 | -3.22 | 0.4786 | 0.0456 | ||
| US3137FT2J58 / FREDDIE MAC FHR 4973 PO | 1.85 | -2.78 | 0.4757 | 0.0473 | ||
| US01F0626899 / Uniform Mortgage-Backed Security, TBA | 1.75 | 1.33 | 0.4505 | 0.1233 | ||
| US912810TL26 / TREASURY BOND | 1.66 | -3.03 | 0.4272 | 0.0416 | ||
| US36251PAZ71 / GS Mortgage Securities Trust 2016-GS3 | 1.61 | 2.67 | 0.4148 | 0.0610 | ||
| US12559QAF90 / CIT Mortgage Loan Trust 2007-1 | 1.61 | -6.06 | 0.4142 | 0.0282 | ||
| US92332LAU35 / VENTURE CDO LTD VENTR 2019 36A A1AR 144A | 1.52 | -18.02 | 0.3894 | -0.0265 | ||
| US05377RHM97 / Avis Budget Rental Car Funding AESOP LLC | 1.47 | 0.14 | 0.3767 | 0.0474 | ||
| XS2390844780 / Black Diamond CLO 2019-1 DAC | 1.45 | -1.16 | 0.3720 | 0.0424 | ||
| US ULTRA BOND CBT SEP25 XCBT 20250919 / DIR (000000000) | 1.37 | 0.3521 | 0.3521 | |||
| US3137BD4R42 / FREDDIE MAC FHR 4380 ZG | 1.35 | -0.07 | 0.3473 | 0.0431 | ||
| US 10YR NOTE (CBT)SEP25 XCBT 20250919 / DIR (000000000) | 1.32 | 0.3400 | 0.3400 | |||
| US715638BE14 / Peruvian Government International Bond | 1.28 | -15.60 | 0.3282 | -0.0123 | ||
| BENCHMARK MORTGAGE TRUST BMARK 2025 V14 A4 / ABS-MBS (US08164BAD29) | 1.25 | 0.89 | 0.3216 | 0.0426 | ||
| US912803EU39 / United States Treasury Strip Principal | 1.24 | -3.80 | 0.3187 | 0.0289 | ||
| US64828XAA19 / NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-RPL1 SER 2020-RPL1 CL A1 V/R REGD 144A P/P 2.75000000 | 1.21 | -4.11 | 0.3120 | 0.0272 | ||
| US912810SA79 / United States Treas Bds Bond | 1.19 | -77.67 | 0.3056 | -0.0623 | ||
| US682439AS38 / 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A G 144A | 1.16 | 1.93 | 0.2984 | 0.0420 | ||
| US912810RY64 / United States Treas Bds Bond | 1.14 | 0.2932 | 0.2932 | |||
| US03880XAA46 / Arbor Realty Collateralized Loan Obligation Ltd., Series 2022-FL1, Class A | 1.12 | -10.97 | 0.2878 | 0.0048 | ||
| DELL EQUIPMENT FINANCE TRUST DEFT 2025 1 A2 144A / ABS-O (US24703UAC71) | 1.00 | 0.2581 | 0.2581 | |||
| OFSI FUND LTD OFSBS 2021 10A AR 144A / ABS-CBDO (US67115PAW59) | 1.00 | 0.20 | 0.2573 | 0.0324 | ||
| TRYSAIL CLO LTD TRYSL 2022 1A A 144A / ABS-CBDO (US89856JAA43) | 1.00 | 0.20 | 0.2571 | 0.0326 | ||
| NEUBERGER BERMAN CLO LTD NEUB 2021 43A AR 144A / ABS-CBDO (US64134AAJ16) | 1.00 | -0.10 | 0.2568 | 0.0318 | ||
| US57643LFN10 / MASTR ASSET BACKED SECURITIES MABS 2004 WMC3 M1 | 1.00 | -2.64 | 0.2564 | 0.0259 | ||
| 37 CAPITAL CLO LTD PUTNM 2023 2A AR 144A / ABS-CBDO (US883932AN54) | 1.00 | 0.10 | 0.2562 | 0.0322 | ||
| US912810TN81 / United States Treasury Note/Bond | 0.98 | -3.17 | 0.2518 | 0.0244 | ||
| IRS EUR 2.25000 09/17/25-30Y LCH / DIR (EZV4L1QCFM97) | 0.97 | 50.31 | 0.2489 | 0.1039 | ||
| FHLMC MULTIFAMILY STRUCTURED P FHMS Q034 APT2 / ABS-MBS (US3137HLY301) | 0.94 | 0.2411 | 0.2411 | |||
| PK ALIFT LOAN FUNDING PKAIR 2025 1 A 144A / ABS-O (US69291YAA64) | 0.90 | 0.2324 | 0.2324 | |||
| US880591EJ70 / Tenn Valley Authority 4.625% Senior Notes 09/15/60 | 0.87 | -2.35 | 0.2242 | 0.0231 | ||
| US3137BERC08 / Freddie Mac REMICS | 0.83 | 0.85 | 0.2130 | 0.0282 | ||
| BMO MORTGAGE TRUST BMO 2025 5C11 A2 / ABS-MBS (US096941AB56) | 0.82 | 0.2101 | 0.2101 | |||
| WOODWARD CAPITAL MANAGEMENT RCKT 2025 CES3 A1A 144A / ABS-MBS (US749420AA36) | 0.77 | -3.50 | 0.1986 | 0.0185 | ||
| MX0SGO0000K0 / Mexican Udibonos | 0.77 | 11.59 | 0.1981 | 0.0428 | ||
| CPPIB CAPITAL INC COMPANY GUAR REGS 06/34 4.3 / DBT (CA12593CAY71) | 0.77 | 3.94 | 0.1968 | 0.0313 | ||
| US50203JAA60 / LFT CRE 2021-FL1 Ltd | 0.74 | -22.50 | 0.1894 | -0.0246 | ||
| US76116EHL74 / Resol Fnd Ser B 2030 Bonds Int Comp 10/15/28 | 0.70 | 1.29 | 0.1809 | 0.0245 | ||
| US682439AU83 / 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A H 144A | 0.69 | 1.76 | 0.1782 | 0.0249 | ||
| US193938AA57 / College Ave Student Loans 2023-A LLC | 0.69 | -4.28 | 0.1782 | 0.0152 | ||
| US00500RAA32 / ACREC 2021-FL1 Ltd | 0.68 | -4.10 | 0.1747 | 0.0153 | ||
| US46651QAA58 / JP Morgan Chase Commercial Mortgage Securities Trust 2019-FL12 | 0.66 | -1.79 | 0.1693 | 0.0184 | ||
| US91087BAX82 / Mexico Government International Bond | 0.64 | 0.94 | 0.1655 | 0.0220 | ||
| US912803EJ83 / United States Treasury Strip Principal | 0.59 | -3.28 | 0.1516 | 0.0145 | ||
| US80317LAJ26 / Saranac Clo VI Ltd | 0.58 | -14.35 | 0.1490 | -0.0032 | ||
| US31395V3Y35 / FREDDIE MAC FHR 2990 NZ | 0.58 | 2.12 | 0.1488 | 0.0210 | ||
| R2037 / South Africa - Sovereign or Government Agency Debt | 0.56 | 8.40 | 0.1428 | 0.0275 | ||
| MX0SGO0000F0 / Mexican Udibonos | 0.53 | 11.39 | 0.1358 | 0.0291 | ||
| 5831 / Shizuoka Financial Group,Inc. | 0.52 | 0.1329 | 0.1329 | |||
| SLAM LLC SLAM 2025 1A A 144A / ABS-O (US78450TAA51) | 0.51 | 0.1310 | 0.1310 | |||
| US682439AL84 / 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A D 144A | 0.48 | 2.12 | 0.1237 | 0.0177 | ||
| US55285AAA51 / MF1 2022-FL9 LLC SER 2022-FL9 CL A V/R REGD 144A P/P 2.96000000 | 0.47 | -4.45 | 0.1213 | 0.0102 | ||
| OZLM LTD OZLM 2014 9A A1A4 144A / ABS-CBDO (US67109KBG85) | 0.47 | -24.28 | 0.1210 | -0.0190 | ||
| US3136AKKF97 / FANNIE MAE FNR 2014 43 PZ | 0.44 | 0.23 | 0.1141 | 0.0143 | ||
| R2032 / South Africa - Corporate Bond/Note | 0.42 | 7.42 | 0.1081 | 0.0201 | ||
| US 5YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.42 | 0.1074 | 0.1074 | |||
| US682439AQ71 / 1166 AVENUE OF THE AMERICAS CO AACMT 2005 C6A F 144A | 0.37 | 1.95 | 0.0942 | 0.0133 | ||
| US31394BLK88 / FANNIE MAE FNR 2004 94 ZA | 0.36 | 2.30 | 0.0915 | 0.0130 | ||
| US26828HAA59 / ECMC Group Student Loan Trust 2018-1 | 0.34 | -1.45 | 0.0874 | 0.0098 | ||
| US07335YAA47 / BDS 2021-FL10 LTD / BDS 2021-FL10 LLC 1ML+135 12/18/2036 144A | 0.34 | -17.96 | 0.0869 | -0.0060 | ||
| US92331AAU88 / Venture XXVIII CLO Ltd | 0.31 | -42.09 | 0.0801 | -0.0407 | ||
| 5831 / Shizuoka Financial Group,Inc. | 0.30 | 0.0771 | 0.0771 | |||
| US912834LR79 / United States Treasury Strip Coupon | 0.30 | -1.99 | 0.0760 | 0.0081 | ||
| TREASURY BILL 07/25 0.00000 / DBT (US912797PG65) | 0.28 | 0.0725 | 0.0725 | |||
| GB00BMV7TC88 / United Kingdom Gilt | 0.24 | 6.28 | 0.0612 | 0.0109 | ||
| US38375LUQ12 / GOVERNMENT NATIONAL MORTGAGE A GNR 2007 57 Z | 0.23 | -4.20 | 0.0586 | 0.0050 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.20 | 0.0506 | 0.0506 | |||
| US863579YR37 / STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SER SARM 2005-19XS 1A1 | 0.20 | -1.01 | 0.0505 | 0.0059 | ||
| IRS AUD 4.75000 12/20/28-5Y LCH / DIR (EZCW9TP7R7M9) | 0.15 | 97.30 | 0.0377 | 0.0210 | ||
| US3136BBAR38 / Fannie Mae-Aces | 0.13 | -7.19 | 0.0333 | 0.0019 | ||
| MX0SGO0000M6 / Mexican Udibonos | 0.13 | 12.28 | 0.0331 | 0.0072 | ||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.10 | 0.0262 | 0.0262 | |||
| US72201W1541 / PIMCO PRV SHORT TERM FLT III MUTUAL FUND | 0.08 | -99.38 | 0.0195 | -2.6828 | ||
| US912834KH07 / United States Treasury Strip Coupon | 0.07 | -1.35 | 0.0190 | 0.0022 | ||
| US17025RAA32 / COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1 | 0.06 | -3.12 | 0.0161 | 0.0016 | ||
| US912810RJ97 / United States Treas Bds Bond | 0.06 | -3.17 | 0.0158 | 0.0017 | ||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.06 | 0.0157 | 0.0157 | |||
| US933638AB41 / WaMu Mortgage Pass-Through Certificates Series 2006-AR19 Trust | 0.06 | -4.92 | 0.0150 | 0.0012 | ||
| US07386HVS74 / BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1 | 0.05 | -3.57 | 0.0141 | 0.0013 | ||
| US912834KP23 / United States Treasury Strip Coupon | 0.05 | -1.82 | 0.0140 | 0.0016 | ||
| US46651BAL45 / JP Morgan Mortgage Trust | 0.05 | -8.77 | 0.0135 | 0.0006 | ||
| US912834LX48 / United States Treasury Strip Coupon | 0.05 | -1.96 | 0.0130 | 0.0014 | ||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | 0.04 | 0.0114 | 0.0114 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.04 | 0.0104 | 0.0104 | |||
| BOUGHT BRL SOLD USD 20250903 / DFE (000000000) | 0.04 | 0.0100 | 0.0100 | |||
| BOUGHT CAD SOLD USD 20250702 / DFE (000000000) | 0.04 | 0.0093 | 0.0093 | |||
| US 2YR NOTE (CBT) SEP25 XCBT 20250930 / DIR (000000000) | 0.03 | 0.0083 | 0.0083 | |||
| US31418CZH05 / Fannie Mae Pool | 0.03 | -3.23 | 0.0079 | 0.0008 | ||
| US912834KV90 / United States Treasury Strip Coupon | 0.03 | -3.70 | 0.0069 | 0.0008 | ||
| LONG GILT FUTURE SEP25 IFLL 20250926 / DIR (GB00MP6FM953) | 0.03 | 0.0069 | 0.0069 | |||
| US34706CAA71 / FORT CRE 2022-FL3 ISSUER LLC SER 2022-FL3 CL A V/R REGD 144A P/P 1.90000000 | 0.03 | -93.64 | 0.0067 | -0.0855 | ||
| BOUGHT AUD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0055 | 0.0055 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0054 | 0.0054 | |||
| BOUGHT TRY SOLD USD 20250731 / DFE (000000000) | 0.02 | 0.0052 | 0.0052 | |||
| US31394EN468 / FANNIE MAE FNR 2005 69 EZ | 0.02 | -10.00 | 0.0047 | 0.0001 | ||
| BOUGHT TWD SOLD USD 20250820 / DFE (000000000) | 0.02 | 0.0044 | 0.0044 | |||
| BOUGHT CHF SOLD USD 20250702 / DFE (000000000) | 0.02 | 0.0041 | 0.0041 | |||
| US31393D6J59 / Fannie Mae REMICS | 0.02 | -6.25 | 0.0041 | 0.0004 | ||
| BOUGHT GBP SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0036 | 0.0036 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.01 | 0.0033 | 0.0033 | |||
| US46630GAV77 / JP Morgan Mortgage Trust, Series 2007-A1, Class 5A5 | 0.01 | -8.33 | 0.0030 | 0.0003 | ||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.01 | 0.0029 | 0.0029 | |||
| US83162CRL99 / United States Small Business Administration | 0.01 | -16.67 | 0.0027 | -0.0002 | ||
| BOUGHT TRY SOLD USD 20250709 / DFE (000000000) | 0.01 | 0.0027 | 0.0027 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.01 | 0.0024 | 0.0024 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.01 | 0.0024 | 0.0024 | |||
| BOUGHT GBP SOLD USD 20250804 / DFE (000000000) | 0.01 | 0.0023 | 0.0023 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.01 | 0.0016 | 0.0016 | |||
| BOUGHT PLN SOLD USD 20250710 / DFE (000000000) | 0.01 | 0.0014 | 0.0014 | |||
| BOUGHT CNH SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0012 | 0.0012 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0010 | 0.0010 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0009 | 0.0009 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| US31393AE459 / Fannie Mae REMICS | 0.00 | 0.00 | 0.0008 | 0.0001 | ||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| BOUGHT NZD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0008 | 0.0008 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| OIS MXN TIIE1/7.77500 04/07/25-5Y* CME / DIR (EZYVT7M6F4C6) | 0.00 | 0.0007 | 0.0007 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0007 | 0.0007 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0006 | 0.0006 | |||
| US93363RAB24 / WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust | 0.00 | 0.00 | 0.0005 | 0.0001 | ||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| BOUGHT NZD SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0005 | 0.0005 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT TWD SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| OIS MXN TIIE1/7.75000 04/07/25-5Y* CME / DIR (EZYVT7M6F4C6) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0004 | 0.0004 | |||
| BOUGHT EUR SOLD USD 20250804 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT PEN SOLD USD 20250825 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT EUR SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0003 | 0.0003 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| US912810RZ30 / United States Treas Bds Bond | 0.00 | 0.0002 | 0.0000 | |||
| BOUGHT BRL SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0002 | 0.0002 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT ILS SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT THB SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT JPY SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| OIS MXN TIIE1/7.91000 04/07/25-7Y* CME / DIR (EZG1394P6HM3) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0001 | 0.0001 | |||
| BOUGHT TWD SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT NOK SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| OIS MXN TIIE1/8.10000 04/07/25-10Y* CME / DIR (EZ0M7P0JQ8N7) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250716 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT KRW SOLD USD 20250708 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT PLN SOLD USD 20250718 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT SGD SOLD USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| US31393JAZ12 / Freddie Mac REMICS | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT MXN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT IDR SOLD USD 20250714 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| BOUGHT PEN SOLD USD 20250917 / DFE (000000000) | 0.00 | 0.0000 | 0.0000 | |||
| DK0009527376 / Nykredit Realkredit A/S, Series 01E | 0.00 | 0.0000 | 0.0000 | |||
| DK0004619467 / Realkredit Danmark A/S | 0.00 | 0.0000 | 0.0000 | |||
| DK0009528424 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | |||
| DK0009527616 / NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | |||
| DK0009403727 / JYSKE REALKREDIT A/S COVERED 10/53 1.5 | 0.00 | 0.0000 | 0.0000 | |||
| 317U9EOA5 PIMCO SWAPTION 4.101 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | -0.0000 | -0.0000 | |||
| 317U9G6A0 PIMCO SWAPTION 4.065 PUT USD 2025070 / DIR (EZJQZP36X547) | 0.00 | 0.0000 | 0.0000 | |||
| 317U9EIA2 PIMCO SWAPTION 4.127 PUT USD 2025063 / DIR (EZXJWB9HGZH3) | 0.00 | -0.0000 | -0.0000 | |||
| 317U9GEA1 PIMCO SWAPTION 4.075 PUT USD 2025070 / DIR (EZ78N9X8M3Y4) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JSA0 PIMCO SWAPTION 4.122 PUT USD 2025071 / DIR (EZMLYZSNFH30) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9HMA0 PIMCO SWAPTION 4.019 PUT USD 2025070 / DIR (EZY1VWC6W1B5) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JRA1 PIMCO SWAPTION 4.12 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9JKA8 PIMCO SWAPTION 4.14 PUT USD 20250709 / DIR (EZYG54DQ9CL7) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD NOK BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD JPY BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250714 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| 317U9LGA8 PIMCO SWAPTION 4.097 PUT USD 2025071 / DIR (EZHBWHSTV570) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0000 | -0.0000 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD KRW BOUGHT USD 20250708 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| US 10YR FUT OPTN AUG25P 108.5 EXP 07/25/2025 / DIR (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD TRY BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD ILS BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0001 | -0.0001 | |||
| BOUGHT INR SOLD USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| 317U9LLA2 PIMCO SWAPTION 4.095 PUT USD 2025071 / DIR (EZBYVN1N6JS0) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD NOK BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0002 | -0.0002 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0003 | -0.0003 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0004 | -0.0004 | |||
| OIS MXN TIIE1/7.58240 04/08/25-5Y* CME / DIR (EZ5ZP737HMQ2) | -0.00 | -0.0004 | -0.0004 | |||
| SOLD NZD BOUGHT USD 20250702 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD CNH BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0005 | -0.0005 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0006 | -0.0006 | |||
| SOLD CNH BOUGHT USD 20250820 / DFE (000000000) | -0.00 | -0.0007 | -0.0007 | |||
| SOLD TRY BOUGHT USD 20250709 / DFE (000000000) | -0.00 | -0.0008 | -0.0008 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.00 | -0.0009 | -0.0009 | |||
| 317U9HNA9 PIMCO SWAPTION 3.669 CALL USD 202507 / DIR (EZJFGPMJB918) | -0.00 | -0.0009 | -0.0009 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.00 | -0.0010 | -0.0010 | |||
| 317U9JTA9 PIMCO SWAPTION 3.772 CALL USD 202507 / DIR (EZTK0K9DDPF2) | -0.00 | -0.0012 | -0.0012 | |||
| 317U9EPA4 PIMCO SWAPTION 3.701 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.00 | -0.0013 | -0.0013 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | |||
| SOLD THB BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0013 | -0.0013 | |||
| US 10YR FUT OPTN AUG25C 112 EXP 07/25/2025 / DIR (000000000) | -0.01 | -0.0013 | -0.0013 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0014 | -0.0014 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0015 | -0.0015 | |||
| SOLD ILS BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0015 | -0.0015 | |||
| OIS CAD CAONREPO/3.0000 01/23/25-9Y* LCH / DIR (EZM5CNHNBF74) | -0.01 | -72.22 | -0.0015 | 0.0027 | ||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0017 | -0.0017 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0017 | -0.0017 | |||
| 317U9G7A9 PIMCO SWAPTION 3.715 CALL USD 202507 / DIR (EZL4V0T519J1) | -0.01 | -0.0017 | -0.0017 | |||
| 317U9LHA7 PIMCO SWAPTION 3.697 CALL USD 202507 / DIR (EZ1ZLHZPLNC3) | -0.01 | -0.0019 | -0.0019 | |||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0023 | -0.0023 | |||
| SOLD GBP BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0023 | -0.0023 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0023 | -0.0023 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0024 | -0.0024 | |||
| SOLD JPY BOUGHT USD 20250804 / DFE (000000000) | -0.01 | -0.0024 | -0.0024 | |||
| 317U9GFA0 PIMCO SWAPTION 3.725 CALL USD 202507 / DIR (EZ78XR7L6YX2) | -0.01 | -0.0026 | -0.0026 | |||
| SOLD SGD BOUGHT USD 20250702 / DFE (000000000) | -0.01 | -0.0027 | -0.0027 | |||
| RFR USD SOFR/3.89900 03/11/25-10Y LCH / DIR (EZXJC61P0SN9) | -0.01 | 22.22 | -0.0031 | -0.0009 | ||
| SOLD KRW BOUGHT USD 20250716 / DFE (000000000) | -0.01 | -0.0032 | -0.0032 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.01 | -0.0033 | -0.0033 | |||
| 317U9EJA1 PIMCO SWAPTION 3.727 CALL USD 202506 / DIR (EZY1GXGHBZM5) | -0.01 | -0.0033 | -0.0033 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0034 | -0.0034 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.01 | -0.0034 | -0.0034 | |||
| SOLD ILS BOUGHT USD 20250718 / DFE (000000000) | -0.01 | -0.0035 | -0.0035 | |||
| RFR USD SOFR/3.89000 03/03/25-10Y LCH / DIR (EZ6496BPGLD0) | -0.01 | 62.50 | -0.0036 | -0.0016 | ||
| RFR USD SOFR/3.90500 03/12/25-10Y LCH / DIR (EZ2V6Q3C4Q52) | -0.01 | 55.56 | -0.0036 | -0.0016 | ||
| SOLD CHF BOUGHT USD 20250804 / DFE (000000000) | -0.02 | -0.0041 | -0.0041 | |||
| 317U9JQA2 PIMCO SWAPTION 3.77 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.02 | -0.0042 | -0.0042 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0050 | -0.0050 | |||
| SOLD MXN BOUGHT USD 20250917 / DFE (000000000) | -0.02 | -0.0050 | -0.0050 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0052 | -0.0052 | |||
| SOLD ZAR BOUGHT USD 20250723 / DFE (000000000) | -0.02 | -0.0054 | -0.0054 | |||
| SOLD SGD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0055 | -0.0055 | |||
| SOLD AUD BOUGHT USD 20250805 / DFE (000000000) | -0.02 | -0.0055 | -0.0055 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0057 | -0.0057 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.02 | -0.0057 | -0.0057 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0058 | -0.0058 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0059 | -0.0059 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.02 | -0.0060 | -0.0060 | |||
| 317U9LMA1 PIMCO SWAPTION 3.695 CALL USD 202507 / DIR (EZSG2674R1G7) | -0.02 | -0.0061 | -0.0061 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0072 | -0.0072 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0077 | -0.0077 | |||
| RFR USD SOFR/3.90000 06/03/24-4Y* LCH / DIR (EZR35Q3TQZ53) | -0.03 | 172.73 | -0.0078 | -0.0053 | ||
| 317U9JLA7 PIMCO SWAPTION 3.79 CALL USD 2025070 / DIR (EZT76LRY6S63) | -0.03 | -0.0080 | -0.0080 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0081 | -0.0081 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0082 | -0.0082 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0083 | -0.0083 | |||
| SOLD AUD BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0083 | -0.0083 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0083 | -0.0083 | |||
| SOLD CAD BOUGHT USD 20250702 / DFE (000000000) | -0.03 | -0.0085 | -0.0085 | |||
| SOLD TWD BOUGHT USD 20250716 / DFE (000000000) | -0.03 | -0.0085 | -0.0085 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0086 | -0.0086 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0088 | -0.0088 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.03 | -0.0089 | -0.0089 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0090 | -0.0090 | |||
| SOLD TWD BOUGHT USD 20250820 / DFE (000000000) | -0.04 | -0.0092 | -0.0092 | |||
| SOLD CAD BOUGHT USD 20250805 / DFE (000000000) | -0.04 | -0.0094 | -0.0094 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0101 | -0.0101 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0114 | -0.0114 | |||
| SOLD EUR BOUGHT USD 20250702 / DFE (000000000) | -0.04 | -0.0114 | -0.0114 | |||
| JPN 10Y BOND(OSE) SEP25 XOSE 20250912 / DIR (000000000) | -0.05 | -0.0125 | -0.0125 | |||
| SOLD CHF BOUGHT USD 20250702 / DFE (000000000) | -0.07 | -0.0169 | -0.0169 | |||
| SOLD BRL BOUGHT USD 20250702 / DFE (000000000) | -0.08 | -0.0213 | -0.0213 | |||
| RFR GBP SONIO/3.50000 03/19/25-5Y LCH / DIR (EZ4P0PH8GZ40) | -0.15 | -42.23 | -0.0374 | 0.0193 | ||
| RFR USD SOFR/3.75000 06/20/24-7Y LCH / DIR (EZCCSW1V4GN3) | -0.15 | -402.00 | -0.0390 | -0.0502 | ||
| SOLD PEN BOUGHT USD 20250804 / DFE (000000000) | -0.17 | -0.0439 | -0.0439 | |||
| RFR USD SOFR/3.75000 06/20/24-5Y LCH / DIR (EZN00HJGN4H7) | -0.18 | -373.44 | -0.0452 | -0.0598 | ||
| IRS EUR 2.25000 09/17/25-10Y LCH / DIR (EZNLCZXFPVL3) | -0.35 | -4.36 | -0.0903 | -0.0076 | ||
| RFR USD SOFR/3.75000 09/02/25-7Y* LCH / DIR (000000000) | -0.62 | -0.1602 | -0.1602 | |||
| US 10YR ULTRA FUT SEP25 XCBT 20250919 / DIR (000000000) | -7.24 | -1.8607 | -1.8607 | |||
| US LONG BOND(CBT) SEP25 XCBT 20250919 / DIR (000000000) | -7.45 | -1.9143 | -1.9143 | |||
| REVERSE REPO DEUTSCHE REVERSE REPO / RA (000000000) | -7.57 | -1.9460 | -1.9460 | |||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | -19.48 | -5.0057 | -5.0057 | |||
| REVERSE REPO THE BANK OF NOVA REVERSE REPO / RA (000000000) | -32.71 | -8.4052 | -8.4052 | |||
| REPU STATE STREET GLOBAL MARKE USD REPU SSB T / RA (000000000) | -34.59 | -8.8886 | -8.8886 | |||
| REVERSE REPO BANK OF AMERICA REVERSE REPO / RA (000000000) | -58.30 | -14.9814 | -14.9814 | |||
| REVERSE REPO BANK OF AMERICA REVERSE REPO / RA (000000000) | -297.61 | -76.4802 | -76.4802 |
